Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47858.99 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46464.11 Kr¶

PnL: ---------------------------------------> -424.46 Kr¶

DD now: ---------------------------------> -1.585 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:20:27.202893'

Anic Portfolio¶

This Week¶

Return: 0.697 %¶

Total¶

Return: 56.697 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.830000 3161.600000 190.600000 6.420000 2971.000006
HEBA B 70 -0.130000 2789.500000 153.500000 5.820000 2636.000010
Corem Property Group B 59 1.930000 655.490000 78.490000 13.600000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.380000 426.600000 71.600000 20.170000 355.000000
FM Mattsson Mora Group B 50 1.020000 2980.000000 53.000000 1.810000 2927.000000
HMS Networks 2 0.960000 718.800000 45.800000 6.810000 673.000000
Nordea Bank Abp 29 0.940000 3481.740000 27.740000 0.800000 3453.999992
Boozt 12 0.070000 1671.600000 17.600000 1.060000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 1.300000 262.560000 16.560000 6.730000 246.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
Intrum 4 1.280000 539.200000 12.200000 2.310000 527.000000
Midsona B 63 0.320000 594.090000 11.090000 1.900000 582.999984
Norva24 Group 16 -0.060000 552.960000 9.960000 1.830000 543.000000
OEM International B 7 0.000000 536.900000 8.900000 1.690000 527.999997
Essity B 2 1.010000 582.200000 8.200000 1.430000 574.000000
Resurs Holding 22 -0.940000 579.480000 5.480000 0.950000 573.999998
Creaspac SPAC 6 0.520000 582.000000 5.000000 0.870000 577.000002
MedCap 2 0.240000 425.000000 4.000000 0.950000 421.000000
AcadeMedia 12 -0.170000 560.400000 3.400000 0.610000 557.000004
Handelsbanken A 5 0.640000 549.250000 3.250000 0.600000 546.000000
Karnov Group 9 -2.280000 539.100000 3.100000 0.580000 536.000004
Coor Service Management Hold. 8 -2.120000 534.400000 2.400000 0.450000 532.000000
Securitas B 6 0.470000 566.280000 -3.720000 -0.650000 570.000000
Swedbank A 3 -0.370000 558.900000 -5.100000 -0.900000 564.000000
CTEK 13 0.550000 520.780000 -13.220000 -2.480000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 1.220000 3322.400000 -54.600000 -1.620000 3377.000000
International Petroleum Corp. 5 1.250000 527.000000 -67.570000 -11.360000 594.565215
Vivesto 1368 0.000000 533.520000 -79.480000 -12.970000 612.999432
Sampo Oyj SDB 7 0.090000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 0.120000 1536.300000 -127.700000 -7.670000 1663.999992
Axfood 13 0.000000 3555.500000 -200.500000 -5.340000 3756.000001
Fasadgruppen Group 35 2.630000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 3.130000 3088.800000 -273.200000 -8.130000 3361.999992
TOTAL 46470.050000 -418.520000 -1.57302% 46888.564618

Updated:¶

'2023-01-16 09:19:30.622171'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶